A non-linear data mining parameter selection algorithm for continuous variables

In this article, we propose a new data mining algorithm, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, a preferred selection method should have the potential of adding a supplementary level of regression analysis that would capture complex relationships in the data via mathematical transformation of the predictors and exploration of synergistic effects of combined variables. The method that we present here has the potential to produce an optimal subset of variables, rendering the overall process of model selection more efficient. This algorithm introduces interpretable parameters by transforming the original inputs and also a faithful fit to the data. The core objective of this paper is to introduce a new estimation technique for the classical least square regression framework. This new automatic variable transformation and model selection method could offer an optimal and stable model that minimizes the mean square error and variability, while combining all possible subset selection methodology with the inclusion variable transformations and interactions. Moreover, this method controls multicollinearity, leading to an optimal set of explanatory variables

A non-linear data mining parameter selection algorithm for continuous variables

In this article, we propose a new data mining algorithm, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, a preferred selection method should have the potential of adding a supplementary level of regression analysis that would capture complex relationships in the data via mathematical transformation of the predictors and exploration of synergistic effects of combined variables. The method that we present here has the potential to produce an optimal subset of variables, rendering the overall process of model selection more efficient. This algorithm introduces interpretable parameters by transforming the original inputs and also a faithful fit to the data. The core objective of this paper is to introduce a new estimation technique for the classical least square regression framework. This new automatic variable transformation and model selection method could offer an optimal and stable model that minimizes the mean square error and variability, while combining all possible subset selection methodology with the inclusion variable transformations and interactions. Moreover, this method controls multicollinearity, leading to an optimal set of explanatory variables

A non-linear data mining parameter selection algorithm for continuous variables

<div><p>In this article, we propose a new data mining algorithm, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, a preferred selection method should have the potential of adding a supplementary level of regression analysis that would capture complex relationships in the data via mathematical transformation of the predictors and exploration of synergistic effects of combined variables. The method that we present here has the potential to produce an optimal subset of variables, rendering the overall process of model selection more efficient. This algorithm introduces interpretable parameters by transforming the original inputs and also a faithful fit to the data. The core objective of this paper is to introduce a new estimation technique for the classical least square regression framework. This new automatic variable transformation and model selection method could offer an optimal and stable model that minimizes the mean square error and variability, while combining all possible subset selection methodology with the inclusion variable transformations and interactions. Moreover, this method controls multicollinearity, leading to an optimal set of explanatory variables.</p></div

Residual plot of our proposed method applied on .

<p>Note that the vertical axis is of the order 10⁻¹². The error perceived here is due to floating point and rounding error.</p

Algorithm 1 applied on <i>y</i> = 120 + 80<i>x</i>₁<i>x</i>₃.

<p>The horizontal axis shows the model found by our proposed method. The vertical axis shows the output <i>y</i>.</p

Parameter selection algorithm method applied on PWV data.

<p>The horizontal axis shows the model found by the best subset selection method. The vertical axis shows the recorded PWV data. The of the model is 0.63052.</p